Sitting within Capital Risk these roles will be integral in Economic Scenario Development for regulatory driven stress testing requirements. There will be key stakeholder management skills and end-to-end management of processes and controls.
- Economic scenario development for regulatory and planning purposes for EBA and estimation under IFRS9 accounting standards.
- Working alongside the Head of Capital Risk on the control of the economic scenario models as well as the analysis and approval of economic scenarios, for internal and external stress testing, and for IFRS 9
- Be the SME for Market Risk, Rates and treasury with an economist focus.
- Development of tools for Scenario Design and Expansion. Model development followed by analysis of model results
- Quantitative background, with statistical based degree.
- Experience within econometrics, market risk, treasury or scenario expansion/ research
- Knowledge of macro- and micro economic factors
- Excellent programming skills in R, Excel, VBA, C++, (Python also of interest)
- Strong stakeholder management and presentation skills